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    More On F000003XYK.T…


    SunWise 2001 CI Intl Value 75/100 (F000003XYK.TO)

    12.84 Up 0.15(1.18%) Aug 27

    Risk as of Jul 30, 2015Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:1
    Number of Years Up9
    Number of Years Down4
    Best 1 Yr Total Return(Dec 30, 2013):24.15%
    Worst 1 Yr Total Return(Dec 30, 2008):-22.15%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticF000003XYK.TOCategory
    Alpha (against Standard Index)-2.18-0.29
    Beta (against Standard Index)0.850.88
    Mean Annual Return1.341.54
    R-squared (against Standard Index)86.0778.61
    Standard Deviation8.449.18
    Sharpe Ratio1.801.93
    Treynor Ratio18.8221.61
    5 Years
    StatisticF000003XYK.TOCategory
    Alpha (against Standard Index)-1.76-1.47
    Beta (against Standard Index)0.840.95
    Mean Annual Return0.820.95
    R-squared (against Standard Index)90.0084.50
    Standard Deviation9.8711.43
    Sharpe Ratio0.900.93
    Treynor Ratio10.4311.17
    10 Years
    StatisticF000003XYK.TOCategory
    Alpha (against Standard Index)-2.21-1.41
    Beta (against Standard Index)0.810.97
    Mean Annual Return0.310.44
    R-squared (against Standard Index)88.2787.23
    Standard Deviation11.4513.79
    Sharpe Ratio0.170.26
    Treynor Ratio1.632.78